Terregrossa, Salvatore Joseph; Şener, Uğur - In: Cogent economics & finance 11 (2023) 1, pp. 1-25
component model forecast weights, which is a novel approach introduced by this study. The data set employed includes a time … forecasts of all models (component and combining), mean absolute percentage forecast errors (MAPE) are calculated and model … their hedging decisions on a combination of forecasts generated by ARIMA-TF and ANN models, with the forecast weights …